Bevel modifier doesn't work with imported LEGO brick mesh (OBJ file)
The topology is bad:

You have overlapping vertices, you need to select all and AltM &gt; Merge By Distance.

Transform your tris to quads with AltJ

Your top cylinders are not part of your base cube, so there won't be any bevel on their bottom, you need to correct your geomatry if you want that.

Also their top and bottom are not perfect circle, select each circle and right click &gt; LoopTools &gt; Circle.

In the Properties panel &gt; Object Data &gt; Geometry Data, clear the Custom Split Normals Data to have correct normals.

Give your object the Bevel modifier.